CME eMini Russell 2000 Future March 2008


Trading Metrics calculated at close of trading on 07-Jan-2008
Day Change Summary
Previous Current
04-Jan-2008 07-Jan-2008 Change Change % Previous Week
Open 750.0 727.8 -22.2 -3.0% 774.0
High 753.1 734.7 -18.4 -2.4% 775.7
Low 722.1 716.7 -5.4 -0.7% 722.1
Close 727.2 726.8 -0.4 -0.1% 727.2
Range 31.0 18.0 -13.0 -41.9% 53.6
ATR 18.5 18.5 0.0 -0.2% 0.0
Volume 198,483 322,061 123,578 62.3% 685,072
Daily Pivots for day following 07-Jan-2008
Classic Woodie Camarilla DeMark
R4 780.1 771.4 736.7
R3 762.1 753.4 731.8
R2 744.1 744.1 730.1
R1 735.4 735.4 728.5 730.8
PP 726.1 726.1 726.1 723.7
S1 717.4 717.4 725.2 712.8
S2 708.1 708.1 723.5
S3 690.1 699.4 721.9
S4 672.1 681.4 716.9
Weekly Pivots for week ending 04-Jan-2008
Classic Woodie Camarilla DeMark
R4 902.5 868.4 756.7
R3 848.9 814.8 741.9
R2 795.3 795.3 737.0
R1 761.2 761.2 732.1 751.5
PP 741.7 741.7 741.7 736.8
S1 707.6 707.6 722.3 697.9
S2 688.1 688.1 717.4
S3 634.5 654.0 712.5
S4 580.9 600.4 697.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 775.7 716.7 59.0 8.1% 19.7 2.7% 17% False True 201,426
10 804.7 716.7 88.0 12.1% 18.0 2.5% 11% False True 173,805
20 804.7 716.7 88.0 12.1% 18.3 2.5% 11% False True 169,059
40 804.7 716.7 88.0 12.1% 18.1 2.5% 11% False True 84,780
60 855.2 716.7 138.5 19.1% 18.4 2.5% 7% False True 56,566
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 811.2
2.618 781.8
1.618 763.8
1.000 752.7
0.618 745.8
HIGH 734.7
0.618 727.8
0.500 725.7
0.382 723.6
LOW 716.7
0.618 705.6
1.000 698.7
1.618 687.6
2.618 669.6
4.250 640.2
Fisher Pivots for day following 07-Jan-2008
Pivot 1 day 3 day
R1 726.4 739.8
PP 726.1 735.5
S1 725.7 731.1

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These figures are updated between 7pm and 10pm EST after a trading day.

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